Those who "go places" will have a different take on this question...
Flying out of the UK, one must fly to an
international airport i.e. one with Customs.
Many Customs airports are "Customs PPR" or "Customs PNR". In practice these two are the same thing because you need to check they received the notice of the flight.
Otherwise, you can be refused a landing clearance. I have been refused (while on the final approach) by Padova, Italy, despite having sent them several faxes the previous day, and Zaragoza, Spain, deleted my flight plan despite the departure ARO (Granada) having telephoned them right in front of me. Kerkira (Corfu), Greece, has also on occassions banned incoming flights; not always notamed, either.
Many many "international" airports are also simply totally PPR. You cannot fly there without permission. The list is too long. You can start with Gatwick, which is fully open to GA, which I am damn sure will tell you to sod off if you just turn up (with £500 in your pocket, for Harrods Handling). Bournemouth will ask for the PPR number but you can bluff your way in. Hania, Crete, 5 days PPR for arrival
and 5 days PPR for departure (I've been there). Tirana, Albania, 14 days PPR when I went there; since improved somewhat I am told.
Duxford used to be well known for telling people to sod off (actually they told you to land and make a phone call; I have seen this myself) but I am reliably advised they had to revise that policy as a result of loss of traffic. However, a private strip is legally entitled to demand the wearing of pink underpants...
Many airports cannot be flown to at all if one's plane is non-EU registered. I've had to get a special code (for an N-reg plane) for Cannakale, Turkey.
Consequently I would not dream of flying to any place in "southern" Europe without making contact first.
Of the nice countries to stay in in the south of Europe, notable exceptions are Croatia and Slovenia.
If course, this can all be sorted with a phone call, if you speak a
few languages like Captain Smithy evidently does
For the rest, faxing well ahead of time is a good start. The AFPEx tool's free format text message is also always worth doing (always include a fax # in the message).